ENH improve error message for string indexing on axis=0 (scikit-learn#31494)

Co-authored-by: Jérémie du Boisberranger <jeremie@probabl.ai>

Author: Roshangoli

sklearn/utils/_indexing.py

@@ -302,7 +302,10 @@ def _safe_indexing(X, indices, *, axis=0):
     indices_dtype = _determine_key_type(indices)
 
     if axis == 0 and indices_dtype == "str":
-        raise ValueError("String indexing is not supported with 'axis=0'")
+        raise ValueError(
+            f"String indexing (indices={indices}) is not supported with 'axis=0'. "
+            "Did you mean to use axis=1 for column selection?"
+        )
 
     if axis == 1 and isinstance(X, list):
         raise ValueError("axis=1 is not supported for lists")

sklearn/utils/tests/test_indexing.py

@@ -362,7 +362,7 @@ def test_safe_indexing_1d_array_error(X_constructor):
 def test_safe_indexing_container_axis_0_unsupported_type():
     indices = ["col_1", "col_2"]
     array = [[1, 2, 3], [4, 5, 6], [7, 8, 9]]
-    err_msg = "String indexing is not supported with 'axis=0'"
+    err_msg = r"String indexing.*is not supported with 'axis=0'"
     with pytest.raises(ValueError, match=err_msg):
         _safe_indexing(array, indices, axis=0)